This gives a description of how the Prvate Message systems works
http://forum.alzheimers.org.uk/faq.php?faq=vb3_user_profile#faq_vb3_private_messages
One thing that may not be in there, but has been highlighted by members in the past, is that for some reason, the default may not be to keep sent messages. Don't know, why, but apparently true. In that situation you need to go to Edit Options from Your Account, scroll down until you get to the section about Private Messaging, scroll down to the bottom of
that and the last option is
"When sending private messages the forum can make a copy of the message in your Sent Items folder.
Save a copy of sent messages in my Sent Items folder by default" and you need to tick the box there.
I am moving this thread to the Computer section of the forum.